Front Office Risk Role - Market Risk/VaR - BFSI

Front Office Risk

Responsibilities :

- The role is with GM Front Office Risk team. FRTB is one of the most important regulatory capital related regulation since CRD IV. As part of GM FRTB team.

- Incumbent will need to understand the changes proposed by regulators under FRTB and its impacts on the GM portfolio.

- Incumbent will be required to liaise and work very closely with the Risk Methodology team so that we can use the models prepared by them for analysis within GM.

- Incumbent will be required to run various capital scenario analysis and PnL explain analysis in conjunction with Risk Methodology and Market Risk teams.

- Incumbent will be required to analyze the various FRTB capital impact results / P&L explain test results and work with various corporate teams to get any data issues fixed as needed.

- Incumbent will be required to participate in various project working groups and drive through the various GM requirements.

Skills :

- 1-3 years of experience in a role dealing with Market Risk/VAR.

- CGPA has to be above 7